+55.6%
TOST vs EWJ
+72.2%
-16.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.4% | +2.5% | -5.9% | -5.0% |
| 30D | -2.4% | +3.3% | -5.7% | -4.7% |
| 3M | +34.6% | +5.0% | +29.6% | +29.4% |
| 6M | +15.2% | +11.5% | +3.7% | +4.7% |
| YTD | -4.4% | +22.4% | -26.8% | -20.9% |
| 1Y | -17.4% | +30.2% | -47.6% | -35.8% |
| All | +55.6% | +72.2% | -16.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling